Make sure you use New-WindowsOnlineImage to generate cloud ready images and you require Cloudbase-init beta version in order to successfully boot on uefi systems. Use parameter - BetaRelease:$true parameter for New-WindowsOnlineImage. On the uefi issues, are you testing the image in hyper v?

Comments

I don't think so as the NAT support in the vSwitch is still pretty new and in my experience is a bit wonky. The DORAs I would think would egress your configured vSwitch so assuming you have a DHCP server on the outside listening?